Offline Uncertainty Sampling in Data-driven Stochastic MPC
In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in a non-parametric system representation and does not require...
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| Published in | IFAC-PapersOnLine Vol. 56; no. 2; pp. 650 - 656 |
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| Main Authors | , , , , |
| Format | Journal Article |
| Language | English |
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Elsevier Ltd
01.01.2023
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| Online Access | Get full text |
| ISSN | 2405-8963 2405-8963 |
| DOI | 10.1016/j.ifacol.2023.10.1641 |
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| Abstract | In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in a non-parametric system representation and does not require any prior model identification. The approximation of chance constraints using uncertainty sampling leads to efficient constraint tightening. Under mild assumptions, robust recursive feasibility and closed-loop constraint satisfaction is shown. In a simulation example, we provide evidence for the improved control performance of the proposed control scheme in comparison to a purely robust data-driven predictive control approach. |
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| AbstractList | In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in a non-parametric system representation and does not require any prior model identification. The approximation of chance constraints using uncertainty sampling leads to efficient constraint tightening. Under mild assumptions, robust recursive feasibility and closed-loop constraint satisfaction is shown. In a simulation example, we provide evidence for the improved control performance of the proposed control scheme in comparison to a purely robust data-driven predictive control approach. |
| Author | Wollherr, Dirk Teutsch, Johannes Leibold, Marion Brüdigam, Tim Kerz, Sebastian |
| Author_xml | – sequence: 1 givenname: Johannes surname: Teutsch fullname: Teutsch, Johannes email: johannes.teutsch@tum.de organization: Technical University of Munich, Department of Computer Engineering, Chair of Automatic Control Engineering (LSR), Theresienstraße 90, 80333 Munich, Germany – sequence: 2 givenname: Sebastian surname: Kerz fullname: Kerz, Sebastian email: s.kerz@tum.de organization: Technical University of Munich, Department of Computer Engineering, Chair of Automatic Control Engineering (LSR), Theresienstraße 90, 80333 Munich, Germany – sequence: 3 givenname: Tim surname: Brüdigam fullname: Brüdigam, Tim email: tim.bruedigam@tum.de organization: Technical University of Munich, Department of Computer Engineering, Chair of Automatic Control Engineering (LSR), Theresienstraße 90, 80333 Munich, Germany – sequence: 4 givenname: Dirk surname: Wollherr fullname: Wollherr, Dirk email: dw@tum.de organization: Technical University of Munich, Department of Computer Engineering, Chair of Automatic Control Engineering (LSR), Theresienstraße 90, 80333 Munich, Germany – sequence: 5 givenname: Marion surname: Leibold fullname: Leibold, Marion email: marion.leibold@tum.de organization: Technical University of Munich, Department of Computer Engineering, Chair of Automatic Control Engineering (LSR), Theresienstraße 90, 80333 Munich, Germany |
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| Keywords | Linear systems Uncertain systems Data-driven optimal control Data-based control Constrained control Stochastic optimal control problems Predictive control |
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| SubjectTerms | Constrained control Data-based control Data-driven optimal control Linear systems Predictive control Stochastic optimal control problems Uncertain systems |
| Title | Offline Uncertainty Sampling in Data-driven Stochastic MPC |
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